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The impact of sovereign rating changes on European syndicated loan spreads : the role of the rating-based regulation
Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 73 (2017), pp. 213-231
Persistent link: https://www.econbiz.de/10011787715
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The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 67 (2016), pp. 264-286
Persistent link: https://www.econbiz.de/10011711628